+55.0%
XOP vs AZO
+296.8%
-241.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.6% | -3.6% | +6.2% | +3.6% |
| 30D | +9.6% | -5.6% | +15.2% | +11.1% |
| 3M | +20.4% | -6.6% | +27.0% | +22.0% |
| 6M | +19.9% | -22.5% | +42.4% | +27.3% |
| YTD | +56.4% | -15.2% | +71.6% | +61.2% |
| 1Y | +52.4% | -33.9% | +86.4% | +68.7% |
| 3Y | +39.9% | +11.8% | +28.1% | +28.5% |
| 5Y | +163.7% | +85.5% | +78.2% | +98.3% |
| All | +55.0% | +296.8% | -241.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AZO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling